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VCRB vs. BND
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


VCRBBND
YTD Return2.48%1.59%
Daily Std Dev5.34%5.84%
Max Drawdown-3.42%-18.84%
Current Drawdown-3.21%-9.17%

Correlation

-0.50.00.51.01.0

The correlation between VCRB and BND is 0.98, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Performance

VCRB vs. BND - Performance Comparison

In the year-to-date period, VCRB achieves a 2.48% return, which is significantly higher than BND's 1.59% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%2.00%4.00%6.00%8.00%JuneJulyAugustSeptemberOctoberNovember
3.63%
3.07%
VCRB
BND

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VCRB vs. BND - Expense Ratio Comparison

VCRB has a 0.10% expense ratio, which is higher than BND's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


VCRB
Vanguard Core Bond ETF
Expense ratio chart for VCRB: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%
Expense ratio chart for BND: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

VCRB vs. BND - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Core Bond ETF (VCRB) and Vanguard Total Bond Market ETF (BND). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


VCRB
Sharpe ratio
No data
BND
Sharpe ratio
The chart of Sharpe ratio for BND, currently valued at 1.34, compared to the broader market-2.000.002.004.006.001.34
Sortino ratio
The chart of Sortino ratio for BND, currently valued at 1.98, compared to the broader market-2.000.002.004.006.008.0010.0012.001.98
Omega ratio
The chart of Omega ratio for BND, currently valued at 1.24, compared to the broader market1.001.502.002.503.001.24
Calmar ratio
The chart of Calmar ratio for BND, currently valued at 0.50, compared to the broader market0.005.0010.0015.000.50
Martin ratio
The chart of Martin ratio for BND, currently valued at 4.75, compared to the broader market0.0020.0040.0060.0080.00100.004.75

VCRB vs. BND - Sharpe Ratio Comparison


Chart placeholderNot enough data

Dividends

VCRB vs. BND - Dividend Comparison

VCRB's dividend yield for the trailing twelve months is around 3.48%, less than BND's 3.58% yield.


TTM20232022202120202019201820172016201520142013
VCRB
Vanguard Core Bond ETF
3.48%0.16%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BND
Vanguard Total Bond Market ETF
3.58%3.09%2.60%1.97%2.22%2.72%2.81%2.54%2.51%2.57%2.79%2.78%

Drawdowns

VCRB vs. BND - Drawdown Comparison

The maximum VCRB drawdown since its inception was -3.42%, smaller than the maximum BND drawdown of -18.84%. Use the drawdown chart below to compare losses from any high point for VCRB and BND. For additional features, visit the drawdowns tool.


-4.00%-3.00%-2.00%-1.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-3.21%
-3.55%
VCRB
BND

Volatility

VCRB vs. BND - Volatility Comparison

Vanguard Core Bond ETF (VCRB) and Vanguard Total Bond Market ETF (BND) have volatilities of 1.70% and 1.77%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


1.00%1.20%1.40%1.60%1.80%JuneJulyAugustSeptemberOctoberNovember
1.70%
1.77%
VCRB
BND